Money market report by Khadim Ali Shah Bukhari & Co on Monday (August 18, 2014).
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Repo Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 9.25 9.75 9.50 10.00 9.63
1-Week 9.50 9.75 9.80 9.90 9.74
2-Week 9.80 9.90 9.90 9.95 9.89
1-Month 9.85 10.00 9.90 10.10 9.96
2-Months 9.90 10.00 10.00 10.15 10.01
3-Months 9.90 10.10 10.00 10.20 10.05
4-Months 9.90 10.20 10.00 10.30 10.10
5-Months 9.90 10.20 10.00 10.30 10.10
6-Months 9.90 10.20 10.00 10.30 10.10
9-Months 9.90 10.20 10.05 10.35 10.13
1-Year 9.90 10.20 10.05 10.35 10.13
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Call Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 9.25 9.75 9.50 10.00 9.63
1-Week 9.75 10.00 10.00 10.10 9.96
2-Week 9.85 10.00 10.00 10.15 10.00
1-Month 9.90 10.10 10.10 10.15 10.06
2-Months 10.00 10.20 10.10 10.25 10.14
3-Months 10.00 10.25 10.10 10.40 10.19
4-Months 10.00 10.30 10.10 10.40 10.20
5-Months 10.00 10.30 10.10 10.40 10.20
6-Months 10.00 10.40 10.15 10.45 10.25
9-Months 10.00 10.45 10.20 10.50 10.29
1-Year 10.00 10.45 10.25 10.50 10.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.10 10.15
0.6-1.0 Years 10.25 10.30
1.1-1.5 Years 10.75 10.80
1.6-2.0 Years 12.05 12.07
2.1-2.5 Years 12.10 12.15
2.6-3.0 Years 12.43 12.45
3.1-3.5 Years 12.55 12.60
3.6-4.0 Years 12.65 12.68
4.1-4.5 Years 12.70 12.75
4.6-5.0 Years 12.84 12.87
5.1-5.5 Years 12.90 12.95
5.6-6.0 Years 12.95 12.98
6.1-6.5 Years 13.00 13.02
6.6-7.0 Years 13.01 13.04
7.1-7.5 Years 13.05 13.10
7.6-8.0 Years 13.15 13.20
8.1-8.5 Years 13.15 13.20
8.6-9.0 Years 13.20 13.25
9.1-9.5 Years 13.30 13.32
9.5-10.0 Years 13.30 13.32
15 Years 13.40 13.50
20 Years 13.40 13.45
30 Years 13.45 13.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.00 10.15
3 Months 10.25 10.40
6 Months 10.35 10.50
12 Months 10.40 10.50
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 10.00 10.10
8-15 Days 10.00 10.05
16-30 Days 10.00 10.05
31-60 Days 10.00 10.05
61-90 Days 10.00 10.05
91-120 Days 9.98 10.04
121-180 Days 9.98 10.04
181-270 Days 10.02 10.10
271-365 Days 10.02 10.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 99.75 100.00
EUR 132.30 132.55
GBP 166.25 166.50
JPY 0.95 1.05
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